The opposite was true for low-volume stocks. When past week returns were negative, a drop in volume led to a continuation of negative returns. When the past week’s returns were positive, a drop in volume led to a reversal in…
The opposite was true for low-volume stocks. When past week returns were negative, a drop in volume led to a continuation of negative returns. When the past week’s returns were positive, a drop in volume led to a reversal in…
Suzanne S. Lee (2012), from the Georgia Institute of Technology, investigated the predictability of intraday jump arrivals in U.S. stock markets. Using high frequency data from 1993 through 2008, for Dow Jones Industrial Average component stocks, she demonstrated that jumps have…
Leigh, Modani, Purvis and Roberts (2002) – from the University of Central Florida, Clemson University, South Carolina, and the University of Kansas – implemented a recognition algorithm for two versions of the “bull flag” technical charting pattern – signaling a…
Green, Jame, Markov, and Subasi (2012) – from Emory University, Atlanta, Georgia, the University of New South Wales, Australia, the University of Texas, Dallas, and the University of Missouri – studied the effects of broker-hosted investor conferences on the informativeness…
This is the Introduction to Book One of The Alpha Interface series. Each day in the United States and elsewhere, thousands of security analysts go to work at hundreds of different brokerage firms. They provide market analysis, write research reports…